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VEON

VEON Ltd
Chart
$51.40
Latest Week 2026-06-05
Communication ServicesTelecom ServicesMID
Snapshot 2026-06-07 · 0.0w · Fresh
0.92
OS Score
95.0%
Value
98.0%
Quality
24.0%
Momentum
6/9
F-Score
0.965
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
5 of 23 passing
★
OS Composite
OS 0.920
↗
Trending Value
✗
◆
Quality × Value
QV 0.965
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 6.9
◇
VC2 Cheapest
✗
📐
EBITDA/EV
50.5%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +12%
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
95.0%ile
P/E
6.9×
P/S
0.8×
P/B
2.5×
E/P
0.1450
FCF Yield
0.635
EBITDA/EV
0.505
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
6.00000000
/100 — 1=cheapest
VC2 (Trending Value)
15.00000000
/100
VC3 (Buyback)
15.00000000
/100
P/E of 6.9x places this firmly in deep value territory. FCF yield of 63.5% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
98.0%ile
ROE
0.362
ROA
0.055
Net Margin
0.116
Op Margin
0.189
GPA
0.378
D/E
5.27
Current
0.86
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.123
Stability
1.787
lower=better
Accruals
-0.083
lower=better
5yr Consist
No
ROE of 36% is exceptional. Highly leveraged with D/E of 5.27 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
24.0%ile
6M Return
2.1%
12M Return
4.4%
12-1 Mom
0.5%
Risk-Adj
0.01
Vol 252d
39.5%
Vol 60d
78.9%
↑ Expanding
Max DD 12M
-25.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (79%) is expanding vs long-term (40%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.92
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services · 264 peers
Sector Value %ile
90.2%
Sector Quality %ile
99.6%
P/E z-score
-0.44
P/B z-score
-0.08
Sector Avg OS
54.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
AMX America Movil SAB de CV ADR 99.0% 98.0% 98.0% 86.0%
TIMB TIM Participacoes SA 99.0% 98.0% 98.0% 79.0%
BODI The Beachbody Company, Inc. 99.0% 92.0% 91.0% 97.0%
VIV Telefonica Brasil SA ADR 98.0% 98.0% 91.0% 81.0%
AMCX AMC Networks Inc 98.0% 98.0% 77.0% 83.0%
TIGO Millicom International Cellular SA 97.0% 81.0% 98.0% 95.0%
RCI Rogers Communications Inc 97.0% 96.0% 71.0% 84.0%
VOD Vodafone Group PLC ADR 96.0% 96.0% 66.0% 85.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (95th) and quality (98th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Leveraged Returns
Strong ROE (36%) boosted by high leverage (D/E 5.3). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (79%) significantly exceeds 252-day (40%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
81.9% avg (7 factors)
Quality
C
54.3% avg (8 factors)
Momentum
D
34.4% avg (4 factors)
Risk
C
50.8% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.920—1—
Value %ile0.950—1—
Quality %ile0.980—1—
Momentum %ile0.240—1—
F-Score6.000—0—
Confidence0.939—1—
Volatility0.395—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
6.90
Earnings Yield (E/P)
0.1450
Price / Sales
0.80
Price / Book
2.50
Price / Cash Flow
2.77
FCF Yield
63.5%
EBITDA / EV
50.5%
Sales Yield (1/P·S)
1.3755
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
36.2%
Return on Assets
5.5%
Net Margin
11.6%
Operating Margin
18.9%
Gross Profit / Assets
Novy-Marx GPA
37.8%
Debt / Equity
5.27
Current Ratio
0.86
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.083
MomentumPrice trend strength over different horizons
6M Return
2.1%
12M Return
4.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
0.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.01
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
12.3%
Earnings Stability (CV)
Lower = more stable
1.787
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
0.0%
Buyback Yield
0.0%
O'Shaughnessy CompositesValue Composites (WWOWS 4th Ed) — 1=cheapest, 100=most expensive
VC1 (5-factor)
P/E+P/S+P/B+P/CF+EBITDA/EV
6
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
15
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
15
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
No
Market Leader
Above-avg mcap+revenue, non-utility
No
All Stocks Universe
Market cap > $200M
Yes
Tiny Titan
Micro-cap, low P/S, positive momentum
No
Quarterly Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity